When you get into that size table, the difference between
good performance and bad performance is the developer that
creates/maintains the database, and the coder that writes the CF
code.
Just about any hack can set up a table with a couple hundred
rows, and an ugly CF page to retrieve whatever. Not much concern
about memory, or response time, or thread management, etc. So, the
happy coder thinks he did a good job. When that database grows to
millions of rows and suddenly everything is slow as molasses, that
is when poor coders point to CF... or the database... and claim
that the software can't handle the job.
Summary? If your installation of CF and SQL can't handle it,
I suggest the problem is between the keyboard and the chair.